If you have a girlfriend or wife and she brings her purse with her everywhere, get a ziplock bag or plastic wrap and request to put it in her purse. If she says yes, be my guest and do it.
Another good idea is get a ziplock bag or plastic wrap and put it in a hoodie pocket. It has to be a pullover hoodie, not a zip-up, pullovers have large pockets in them, just hide it in there, might also have room to smuggle a bottle of soda and some candy in there too. Double points if it's in winter or cold weather and you have a thick coat over it. I do this all the time when going to the theater. Then again, I go to one of those small town theaters where the staff don't act like the fucking TSA.